-97.2%
PTLE vs VT
+34.8%
-132.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | -3.2% | +2.9% | -6.1% | -4.6% |
| 30D | +20.0% | -2.5% | +22.5% | +21.5% |
| 3M | -2.2% | -3.3% | +1.2% | -0.6% |
| 6M | +62.2% | +1.5% | +60.6% | +59.5% |
| YTD | +12.5% | +11.4% | +1.1% | +2.5% |
| 1Y | -49.8% | +11.9% | -61.7% | -54.3% |
| All | -97.2% | +34.8% | -132.0% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling